+132.8%
AMAT vs TLN
+496.7%
-363.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -12.3% |
| 7D | -24.3% | -9.4% | -14.9% | -21.4% |
| 30D | -39.8% | -15.2% | -24.5% | -35.9% |
| 3M | -40.2% | -4.1% | -36.1% | -39.6% |
| 6M | -22.1% | -17.8% | -4.3% | -16.9% |
| YTD | +24.7% | -15.6% | +40.3% | +30.0% |
| 1Y | +33.3% | -21.6% | +54.9% | +42.0% |
| All | +132.8% | +496.7% | -363.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling